Permasalahan integer programming (IP) adalah suatu Program Linear (LP) yang
beberapa atau seluruh variabel yang digunakan merupakan bilangan integer positif
x2
7x1 + 4x2= 13
Pendekatan 2:
3
1
2
Selesaikan LP relaxation
x1
Bulatkan pada solusi integer yang feasibel terdekat
x
Solusi integer
programming
x2
Contoh Problem:
ST:
4
2x1 + 6 x2 27
x2 2
3x1 + x2 19
2
x1 , x2 0 and Integer
LP Optimal
x1 = 5 7/16
x2 = 2 11/16
5
x1
LP relaxation,
kemudian
dibulatkan
x2
Pembulatan?
x1 = 5
x2 = 3
ST:
Pembulatan ke atas?
x1 = 6
x2 = 3
Pembulatan
ke bawah?
x1 = 5
x2 = 2
LP Optimal
x1 = 5 7/16
x2 = 2 11/16
x1
2x1 + 6 x2 27
x2 2
3x1 + x2 19
x1 , x2 0 and Integer
x2
IP Optimal
x1 = 4
x2 = 3
x1
SOLUSI:
xi = banyaknya modal yang diinvestasikan pada jenis ke-i
Maximize
z = 16 x1+ 22 x + 12 x3 + 8 x4
Kendala:
5 x1 + 7 x2 + 4 x3 + 3 x4 14
x1, x2, x3, x4 = 0, 1
9
11
3. Salah satu dari pemain ke-2 atau pemain ke-3 harus bermain
x2 + x3 1
Variabel kemungkinan yang terjadi:
x2 = 1 & x3 = 0 Feasible
x2 = 0 & x3 = 1 Feasible
x2 = 1 & x3 = 1 Feasible
x2 = 0 & x3 = 0 Infeasible
x3 = 1, x6 = 0
Feasible
Pemain 6 bermain, tetapi pemain 3 tidak bermain.
x3 = 0, x6 = 1
Feasible
Kedua-duanya bermain
x3 = 1, x6 = 1
Infeasible
Kedua-duanya tidak dapat bermain.
x3 = 0, x6 = 0
Feasible
15
20
21
Western menginginkan untuk mempunyai kota transit dalam 1000 mil dari tiap
kota-kota ini.
22
Variabel keputusan:
Xi = 1 jika transit berlokasi di kota ke-i
0 jika transit tidak berlokasi di kota ke-I
Fungsi tujuan:
minimize XAT + XBO + XCH + XDE + XHO + XLA +
XNO + XNY + XPI + XSL + XSF + XSE
Kendala:
AT
BO
CH
DE
HO
LA
NO
NY
PI
SL
SF
SE
23
AT
1
0
1
0
1
0
1
1
1
0
0
0
BO
0
1
0
0
0
0
0
1
1
0
0
0
CH
1
0
1
0
0
0
1
1
1
0
0
0
DE
0
0
0
1
0
0
0
0
0
1
0
0
HO
1
0
0
0
1
0
1
0
0
0
0
0
LA
0
0
0
0
0
1
0
0
0
1
1
0
NO
1
0
1
0
1
0
1
0
0
0
0
0
NY
1
1
1
0
0
0
0
1
1
0
0
0
PI SL SF SE
Required
1 0 0 0 xAT >= 1
1 0 0 0 xBO >= 1
1 0 0 0 xCH >= 1
0 1 0 0 xDE >= 1
0 0 0 0 xHO >= 1
0 1 1 0 xLA >= 1
0 0 0 0 xNO >= 1
1 0 0 0 xNY >= 1
1 0 0 0 xPI >= 1
0 1 1 1 xSL >= 1
0 1 1 1 xSF >= 1
0 1 1 1 xSE >= 1
25
Telfa Corporation
Solution:
Maximize z = 8X1 + 5X2
Subject to: X1 + X2 6
9X1 + 5X2 45
X1 0, X2 0 and X1, X2 integer
26
Feasible
regional for
Telfas problem
Subproblem 1: The
relaxation of regional
Optimal LP solution:
X1 = 3.75; X2 = 2.25;
and Z = 41.25
Subproblem 2:
Subproblem 1 +
constraint X1 4
Subproblem 3:
Subproblem 1 +
constraint X1 3
27
Feasible
regional of
subproblems
Branching: the process
of decomposing a
subproblems.
Optimal solution of
subproblem 2:
X1 = 4; X2 = 9/8 =
1.8; and z = 41
Subproblem 4:
subproblem 2 +
constraint X2 2
Subproblem 5:
Subproblem 2 +
constraint X1 1
28
29
Subproblem 4
Subproblem 2
Z = 41
X1 = 4
X2 = 1.8
Subproblem 1
Z = 41.25
X1 = 3.75
X2 = 2.25
X1 3
Subproblem 3
X2 1
Subproblem 5
Infeasible
Feasible
regional for
Subproblems 6
&7
Optimal solution of
Subproblem 7:
Z = 37; X1 = 4; X2 = 1
Optimal solution of
Subproblem 8:
Z = 40; X1 = 5; X2 = 0
31
Subproblem 4
4
X1 5
Infeasible
32
Subproblem 2
Z = 41
X1 = 4
X2 = 1.8
Subproblem 6
Z = 40
X1 = 5
X2 = 0, LB =
37
Subproblem 1
Z = 41.25
X1 = 3.75
X2 = 2.25
X1 3
Subproblem 3
Z = 39
X1 = 3
X2 = 3, LB =
39
X2 1
Subproblem 5
Z = 40.56
X1 = 4.44
X2 = 1
X1 4
6
Subproblem 7
Z = 37
X1 = 4
X2 = 1
Max z = 16X1 + 22 X2 + 12 X3 + X4
Subject to:
5X1 + 7X2 + 4X3 + 3X4 14
Xi = 0 or 1 for all i = 1,2,3,4
LP relaxation:
Max z = 16X1 + 22 X2 + 12 X3 + X4
Subject to:
5X1 + 7X2 + 4X3 + 3X4 14
0 Xi 1 for all i = 1,2,3,4
Solving the LP relaxation:
Order Xis in the decreasing order of ci/ai where ci are the cost
coefficients and ais are the coefficients in the constrain.
Select items in this order until the constraint is satisfied with
equality.
33
X4 = 0
8
Subproblem 8
Z = 38
X1 = X2 = 1
X3 = X4 = 0
Subproblem 1
Z = 44
X1 = X2 = 1
X3 = .5; X4 =
0
Subproblem 3
Z = 43.7
X1 = X3 = 1
X2 = .7; X4 =
0
X2 = 0
X4 = 1
Subproblem 9
Z = 35.9
X1 = X4 = 1
X3 = 0; X2 = .
86
X3 = 1
Subproblem 4
Z = 29
X1 = X3 = 1
X2 X1
= 0;
X44= 1
X1 = 0
5
34
Subproblem 6
Z = 35
X2 = X3 = 1
X1 = 0; X4 = 1
X2 = 1
Subproblem 5
Z = 43.6; LB =
29
X2 = X3 = 1
X1 = .6; X4 =
0
X1 = 1
Subproblem 7
Infeasible